scientific article; zbMATH DE number 781100
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Publication:4840937
zbMATH Open0841.65004MaRDI QIDQ4840937FDOQ4840937
Authors: Shu Tezuka 
Publication date: 1 August 1995
Title of this publication is not available (Why is that?)
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cryptographybibliographylinear recurring sequenceslow-discrepancy sequencesmodular arithmeticrandom sequencesspectral testlattice structurepolynomial arithmeticlinear congruential generatorsuniform pseudorandom number generationNiederreiter sequenceslattice basesTausworthe generatorsnonuniform random variates\((t,k)\)-sequencesempirical statistical tests
Random number generation in numerical analysis (65C10) Cryptography (94A60) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Pseudo-random numbers; Monte Carlo methods (11K45)
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- Explicit digital inversive pseudorandom numbers
- Modification of the Maximin and ϕp (Phi) Criteria to Achieve Statistically Uniform Distribution of Sampling Points
- On a Full Monte Carlo Approach to Computational Finance
- On the exponent of discrepancies
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
- On the optimal Halton sequence
- On stochastic formalisms in transition state theory
- Quasi-Monte Carlo algorithms for diffusion equations in high dimensions
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- Asymptotically optimal declustering schemes for 2-dim range queries.
- A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo
- Sequences generating permutations
- Combined random number generator via the generalized Chinese remainder theorem
- A QMC approach for high dimensional Fokker-Planck equations modelling polymeric liquids
- Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy
- From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules
- Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems
- Testing multivariate uniformity and its applications
- Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
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- A survey of average case complexity for linear multivariate problems
- Comparison of randomization techniques for low-discrepancy sequences in finance
- Good random number generators are (not so) easy to find
- Irreducible Sobol' sequences in prime power bases
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- \(I\)-binomial scrambling of digital nets and sequences
- An algorithm to compute bounds for the star discrepancy
- Monte Carlo methods for security pricing
- Sufficient conditions for fast quasi-Monte Carlo convergence
- High-discrepancy sequences for high-dimensional numerical integration
- A Random Version of Shepp's Urn Scheme
- The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration
- Optimal integration error on anisotropic classes for restricted Monte Carlo and quantum algorithms
- Tractability of multivariate integration for weighted Korobov classes
- Combined generators with components from different families
- On the exact \(t\)-value of Niederreiter and Sobol' sequences
- Error trends in quasi-Monte Carlo integration
- Computational investigations of scrambled Faure sequences
- Differential evolution for noisy multiobjective optimization
- A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$
- A local approximation based multi-objective optimization algorithm with applications
- The sparse structure of high-dimensional integrands
- Bad lattice points
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Randomized quasi-Monte Carlo methods in pricing securities
- Calculation of discrepancy measures and applications
- On the necessity of low-effective dimension
- On the discrepancy of generalized Niederreiter sequences
- Watermelon uniform random generation with applications
- Variations on \((0,s)\)-sequences
- A digital pseudo-random number generator based on sawtooth chaotic map with a guaranteed enhanced period
- Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences
- Comparison of Sobol' sequences in financial applications
- Advances in multidimensional integration
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- Scrambling Sobol' and Niederreiter-Xing points
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- On the \(L_2\)-discrepancy for anchored boxes
- Variance-based adaptive sequential sampling for polynomial chaos expansion
- Resolution-stationary random number generators
- Reliability analysis of discrete-state performance functions via adaptive sequential sampling with detection of failure surfaces
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